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This paper focuses on the application of the variance-based global sensitivity analysis for a topology derivative method in order to solve a stochastic nonlinear time-dependent magnetoquasistatic interface problem. To illustrate the…
We study the $(\varepsilon, \delta)$-PAC policy identification problem in finite-horizon episodic Markov Decision Processes. Existing approaches provide finite-time guarantees for approximate settings ($\varepsilon>0$) but suffer from high…
We consider the problem of compressed sensing and of (real-valued) phase retrieval with random measurement matrix. We derive sharp asymptotics for the information-theoretically optimal performance and for the best known polynomial algorithm…
This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…
In compressed sensing, measurements are typically contaminated by additive noise, and therefore, information about the noise variance is often needed to design algorithms. In this paper, we propose a method for estimating the unknown noise…
In the Partial Vertex Cover (PVC) problem, we are given an $n$-vertex graph $G$ and a positive integer $k$, and the objective is to find a vertex subset $S$ of size $k$ maximizing the number of edges with at least one end-point in $S$. This…
We study an optimal-control problem of polling systems with large switchover times, when a holding cost is incurred on the queues. In particular, we consider a stochastic network with a single server that switches between several buffers…
Our purpose is to study a particular class of optimal stopping problems for Markov processes. We justify the value function convexity and we deduce that there exists a boundary function such that the smallest optimal stopping time is the…
We show that one can approximate the least fixed point solution for a multivariate system of monotone probabilistic polynomial equations in time polynomial in both the encoding size of the system of equations and in log(1/\epsilon), where…
We present a quasi-Newton method for unconstrained stochastic optimization. Most existing literature on this topic assumes a setting of stochastic optimization in which a finite sum of component functions is a reasonable approximation of an…
Quadratic systems with lossless quadratic terms arise in many applications, including models of atmosphere and incompressible fluid flows. Such systems have a trapping region if all trajectories eventually converge to and stay within a…
This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…
There has been remarkable progress over the past decade in establishing finite-sample, non-asymptotic bounds on recovering unknown system parameters from observed system behavior. Surprisingly, however, we show that the current…
The aim of this paper is to deliver broad understanding of a class of languages of boundedly-ambiguous VASS, that is k-ambiguous VASS for some natural k. These are languages of Vector Addition Systems with States with the acceptance…
This technical note considers the identification of nonlinear discrete-time systems with additive process noise but without measurement noise. In particular, we propose a method and its associated algorithm to identify the system nonlinear…
When considering a general system of equations describing the space-time evolution (flow) of one or several variables, the problem of the optimization over a finite period of time of a measure of the state variable at the final time is a…
The problem of model selection in the context of a system of stochastic differential equations (SDEs) has not been touched upon in the literature. Indeed, properties of Bayes factors have not been studied even in single SDE based model…
We study context-bounded verification of liveness properties of multi-threaded, shared-memory programs, where each thread can spawn additional threads. Our main result shows that context-bounded fair termination is decidable for the model;…
Stochastic approximation (SA) is a powerful class of iterative algorithms for nonlinear root-finding that can be used for minimizing a loss function, $L(\boldsymbol{\theta})$, with respect to a parameter vector $\boldsymbol{\theta}$, when…
This work presents a sum-of-squares (SOS) based framework to perform data-driven stabilization and robust control tasks on discrete-time linear systems where the full-state observations are corrupted by L-infinity bounded input,…